Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 0.717765 0.822646 0.946038 1.104257 1.305293 1.557369 1.906161
2025-08-03 0.620891 0.756236 0.931598 1.183757 1.552623 2.101780 3.050297
2025-08-10 0.528209 0.668962 0.863343 1.166282 1.659244 2.505671 4.309265
2025-08-17 0.450869 0.585861 0.780437 1.101247 1.666049 2.752561 5.547846
2025-08-24 0.403134 0.535821 0.734543 1.079714 1.735525 3.154693 7.704994
2025-08-31 0.386670 0.528166 0.750283 1.162525 2.029957 4.258065 14.728903
2025-09-07 0.356853 0.495688 0.720112 1.154818 2.135030 4.992674 24.055631
2025-09-14 0.329069 0.462981 0.684395 1.127964 2.186363 5.633756 39.254157
2025-09-21 0.308105 0.438933 0.660114 1.118466 2.278309 6.551494 78.920226
2025-09-28 0.287223 0.412948 0.629026 1.088349 2.304818 7.267750 166.922476
2025-10-05 0.283360 0.414952 0.648783 1.172816 2.704413 10.677060 430027.767278
2025-10-12 0.285592 0.427475 0.689966 1.318484 3.414534 19.553990 NaN
2025-10-19 0.273071 0.413797 0.680204 1.343422 3.745581 28.700657 NaN
2025-10-26 0.260754 0.399416 0.667302 1.358073 4.063354 43.571012 NaN
2025-11-02 0.243456 0.374472 0.629586 1.296580 3.992912 50.188248 NaN
2025-11-09 0.225282 0.346727 0.583473 1.203699 3.722730 47.966289 NaN
2025-11-16 0.213497 0.330200 0.559829 1.171420 3.753537 60.288063 NaN
2025-11-23 0.211748 0.332366 0.576521 1.261019 4.539847 199.029884 NaN
2025-11-30 0.203131 0.320705 0.561394 1.250393 4.734176 412.266645 NaN
2025-12-07 0.193916 0.307291 0.541060 1.219301 4.773597 791.453024 NaN
2025-12-14 0.186674 0.297296 0.527616 1.208222 4.958043 3841.246435 NaN
2025-12-21 0.178604 0.285207 0.508330 1.174276 4.946988 30578.749696 NaN
2025-12-28 0.178392 0.288654 0.525515 1.268951 6.151560 NaN NaN